Advanced Programme in Quantitative Finance (APQF1)

1. Market Microstructure Global Capital Markets – FX, Fixed Income, Credit, Commodities Marketplaces – OTC and Exchanges Trading Mechanics 2. Basic Econometrics Statistical Models and Market Data Primer on Econometric Models ARMA to GARCH Models Curve Bootstrapping Techniques (SOFR) Volatility Models – Implementing GARCH Market Spreads and Correlations 3. Theory of Financial Instruments Cash and Derivatives Instruments FX and NDF Bonds – Sovereigns, Corporates, Inflation Linked Bond Forwards Forwards, Futures, Swaps Vanilla & Exotic Options CDS, TRS, CLO 4. Valuation Models Pricing Models – Deterministic & Stochastic Closed Form Models – Linear Instruments Simulation Models – Non-Linear Instruments Pricing a Spread Option Model Comparison and Selection 5. Financial Instruments Detailed mechanics of instruments – cash flows & sensitivities Pricing and Greeks 6. Financial Instrument Design with Bloomberg Bloomberg Built-in Instruments Swaps and Options Custom Instrument Design FX & Interest Rate Structures 7. Financial Instrument Payoff Scripting Design a Custom Financial Instrument Bloomberg Scripting Interface Payoff Logic & Structures 8. Financial Instrument Analytics Hedging & Risk Management Derivatives Book Analytics Book Management Basics 9. Trading & Sales Desk Management Hedging in the Marketplace Quoting Pricing Levels Sales & Trade Management Hedge Cost & Credit Charge CSA Agreements 10. Model Risk Model Risk Framework Risk Measurement & Minimization Model Validation 11. Machine Learning Introduction to Machine Learning Approaches & Models Applications to Financial Markets 12. Accounting Accounting of Derivatives Book 13. Capstone Project Design a Financial Instrument or Book Analytics with Valuation